ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA FUTURES ONLY POSITIONS AS OF 08/11/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 85,802 COMMITMENTS 0 3,430 0 78,542 75,112 78,542 78,542 7,260 7,260 CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -4,371) 0 -625 0 -4,171 -3,546 -4,171 -4,171 -200 -200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.0 0.0 91.5 87.5 91.5 91.5 8.5 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 2 0 17 21 17 23 ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB FUTURES ONLY POSITIONS AS OF 08/11/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 72,753 COMMITMENTS 0 3,850 0 66,763 62,913 66,763 66,763 5,990 5,990 CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -2,346) 0 -730 0 -2,291 -1,561 -2,291 -2,291 -55 -55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.3 0.0 91.8 86.5 91.8 91.8 8.2 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 1 0 20 19 20 20 MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI FUTURES ONLY POSITIONS AS OF 08/11/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,680 COMMITMENTS 1,310 975 0 20,095 20,150 21,405 21,125 3,275 3,555 CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -1,250) -190 -15 0 -750 -915 -940 -930 -310 -320 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 4.0 0.0 81.4 81.6 86.7 85.6 13.3 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 1 0 12 13 15 14 NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Code-064CXO FUTURES ONLY POSITIONS AS OF 08/11/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 59,182 COMMITMENTS 11,620 6,905 3,750 40,396 45,376 55,766 56,031 3,416 3,151 CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -1,843) 0 305 5 -1,740 -2,050 -1,735 -1,740 -108 -103 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.6 11.7 6.3 68.3 76.7 94.2 94.7 5.8 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 2 2 18 19 21 22 NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP FUTURES ONLY POSITIONS AS OF 08/11/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 39,481 COMMITMENTS 2,215 3,995 3,315 31,760 30,245 37,290 37,555 2,191 1,926 CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -1,793) -150 205 0 -1,458 -1,818 -1,608 -1,613 -185 -180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.6 10.1 8.4 80.4 76.6 94.5 95.1 5.5 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 2 3 16 18 19 21 NYISO.N.Y.C._month_on_dap - NODAL EXCHANGE Code-064CZS FUTURES ONLY POSITIONS AS OF 08/11/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,806 COMMITMENTS 0 3,155 1,800 18,345 15,370 20,145 20,325 1,661 1,481 CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -720) 0 -185 0 -640 -455 -640 -640 -80 -80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 14.5 8.3 84.1 70.5 92.4 93.2 7.6 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 2 1 17 14 18 16 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW FUTURES ONLY POSITIONS AS OF 08/11/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 93,334 COMMITMENTS 10,875 2,565 2,570 62,329 70,624 75,774 75,759 17,560 17,575 CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -3,946) -1,505 -310 220 -2,091 -3,256 -3,376 -3,346 -570 -600 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.7 2.7 2.8 66.8 75.7 81.2 81.2 18.8 18.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 2 2 19 22 21 25 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX FUTURES ONLY POSITIONS AS OF 08/11/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 89,634 COMMITMENTS 12,000 4,960 1,730 59,954 66,949 73,684 73,639 15,950 15,995 CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -3,411) -1,335 -435 150 -1,776 -2,651 -2,961 -2,936 -450 -475 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.4 5.5 1.9 66.9 74.7 82.2 82.2 17.8 17.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 2 2 18 22 21 25 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ FUTURES ONLY POSITIONS AS OF 08/11/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,837 COMMITMENTS 2,955 11,815 960 14,098 5,668 18,013 18,443 3,824 3,394 CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -1,716) -275 -1,200 -35 -739 -249 -1,049 -1,484 -667 -232 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.5 54.1 4.4 64.6 26.0 82.5 84.5 17.5 15.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 4 4 18 10 23 15 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR FUTURES ONLY POSITIONS AS OF 08/11/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,457 COMMITMENTS 2,955 10,845 1,220 13,779 6,319 17,954 18,384 3,503 3,073 CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -1,451) -275 -755 -245 -230 -240 -750 -1,240 -701 -211 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.8 50.5 5.7 64.2 29.4 83.7 85.7 16.3 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 4 4 18 10 23 15 PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM FUTURES ONLY POSITIONS AS OF 08/11/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 71,517 COMMITMENTS 35,175 0 0 34,725 69,820 69,900 69,820 1,617 1,697 CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -835) -1,790 0 0 1,145 -650 -645 -650 -190 -185 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.2 0.0 0.0 48.6 97.6 97.7 97.6 2.3 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 4 0 0 13 14 17 14 PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Code-064ERN FUTURES ONLY POSITIONS AS OF 08/11/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 70,885 COMMITMENTS 34,075 0 0 35,350 69,055 69,425 69,055 1,460 1,830 CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -1,295) -1,790 0 0 675 -1,080 -1,115 -1,080 -180 -215 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.1 0.0 0.0 49.9 97.4 97.9 97.4 2.1 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 4 0 0 13 11 17 11 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY FUTURES ONLY POSITIONS AS OF 08/11/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 58,135 COMMITMENTS 24,950 145 175 30,325 55,435 55,450 55,755 2,685 2,380 CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -3,190) -1,270 65 -15 -1,825 -3,155 -3,110 -3,105 -80 -85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.9 0.2 0.3 52.2 95.4 95.4 95.9 4.6 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 4 1 3 16 12 21 15 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ FUTURES ONLY POSITIONS AS OF 08/11/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 49,210 COMMITMENTS 17,250 95 525 29,110 46,425 46,885 47,045 2,325 2,165 CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -2,825) -780 15 -15 -1,965 -2,750 -2,760 -2,750 -65 -75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.1 0.2 1.1 59.2 94.3 95.3 95.6 4.7 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 4 1 3 17 12 22 15 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG FUTURES ONLY POSITIONS AS OF 08/11/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 17,130 COMMITMENTS 2,170 3,640 530 11,060 10,060 13,760 14,230 3,370 2,900 CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -1,470) -110 -445 0 -1,255 -910 -1,365 -1,355 -105 -115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.7 21.2 3.1 64.6 58.7 80.3 83.1 19.7 16.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 3 1 11 9 13 13 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU FUTURES ONLY POSITIONS AS OF 08/11/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 66,045 COMMITMENTS 17,070 21,075 1,870 41,535 37,870 60,475 60,815 5,570 5,230 CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -3,825) -830 -75 -240 -2,415 -3,185 -3,485 -3,500 -340 -325 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.8 31.9 2.8 62.9 57.3 91.6 92.1 8.4 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 6 2 3 16 15 23 19 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV FUTURES ONLY POSITIONS AS OF 08/11/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 60,685 COMMITMENTS 13,230 21,075 1,870 41,090 33,330 56,190 56,275 4,495 4,410 CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -3,645) -810 -75 -240 -2,350 -3,095 -3,400 -3,410 -245 -235 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.8 34.7 3.1 67.7 54.9 92.6 92.7 7.4 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 6 2 3 16 15 23 19 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE FUTURES ONLY POSITIONS AS OF 08/11/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 63,612 COMMITMENTS 17,080 13,340 5,760 37,559 41,354 60,399 60,454 3,213 3,158 CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -2,315) -690 -805 -100 -1,119 -1,019 -1,909 -1,924 -406 -391 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.9 21.0 9.1 59.0 65.0 94.9 95.0 5.1 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 3 4 21 14 27 18 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF FUTURES ONLY POSITIONS AS OF 08/11/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 53,056 COMMITMENTS 9,255 9,225 6,040 35,243 35,498 50,538 50,763 2,518 2,293 CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -2,449) -215 -835 -90 -1,835 -1,240 -2,140 -2,165 -309 -284 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.4 17.4 11.4 66.4 66.9 95.3 95.7 4.7 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 3 4 21 14 27 18 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK FUTURES ONLY POSITIONS AS OF 08/11/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 186,007 COMMITMENTS 1,425 36,975 11,925 127,906 92,281 141,256 141,181 44,751 44,826 CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -8,356) 30 -1,583 -390 -4,314 -2,651 -4,674 -4,624 -3,682 -3,732 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 19.9 6.4 68.8 49.6 75.9 75.9 24.1 24.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 2 6 5 28 30 34 37 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL FUTURES ONLY POSITIONS AS OF 08/11/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 148,360 COMMITMENTS 1,305 22,430 11,795 98,189 76,989 111,289 111,214 37,071 37,146 CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -5,946) 0 -1,173 -20 -4,465 -3,242 -4,485 -4,435 -1,461 -1,511 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 15.1 8.0 66.2 51.9 75.0 75.0 25.0 25.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 3 5 5 27 29 33 36 MISO.INDIANA.HUB_month_on_rtp - NODAL EXCHANGE Code-064FJY FUTURES ONLY POSITIONS AS OF 08/11/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,840 COMMITMENTS 2,100 250 0 19,715 21,325 21,815 21,575 1,025 1,265 CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -750) 0 -50 0 -675 -625 -675 -675 -75 -75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.2 1.1 0.0 86.3 93.4 95.5 94.5 4.5 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 0 13 13 14 14 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA FUTURES ONLY POSITIONS AS OF 08/11/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 68,986 COMMITMENTS 1,630 3,295 8,385 54,286 52,721 64,301 64,401 4,685 4,585 CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -1,735) -250 -345 -430 -1,100 -1,015 -1,780 -1,790 45 55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 4.8 12.2 78.7 76.4 93.2 93.4 6.8 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 1 2 15 19 17 22 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB FUTURES ONLY POSITIONS AS OF 08/11/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 58,737 COMMITMENTS 1,415 2,720 8,760 41,747 40,697 51,922 52,177 6,815 6,560 CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -1,980) -240 -320 -305 -1,405 -1,325 -1,950 -1,950 -30 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 4.6 14.9 71.1 69.3 88.4 88.8 11.6 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 1 2 17 19 20 22 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC FUTURES ONLY POSITIONS AS OF 08/11/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 45,167 COMMITMENTS 6,605 2,220 6,955 27,727 32,582 41,287 41,757 3,880 3,410 CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -870) -760 35 550 -530 -1,350 -740 -765 -130 -105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.6 4.9 15.4 61.4 72.1 91.4 92.5 8.6 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 1 3 17 18 22 21 PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD FUTURES ONLY POSITIONS AS OF 08/11/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 50,725 COMMITMENTS 22,325 2,430 5,125 20,105 40,150 47,555 47,705 3,170 3,020 CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -815) -935 -25 810 -245 -1,185 -370 -400 -445 -415 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.0 4.8 10.1 39.6 79.2 93.8 94.0 6.2 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 1 3 15 18 18 21 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE FUTURES ONLY POSITIONS AS OF 08/11/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 151,439 COMMITMENTS 9,845 1,760 8,365 105,504 113,589 123,714 123,714 27,725 27,725 CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -4,183) -180 -510 465 -3,178 -2,848 -2,893 -2,893 -1,290 -1,290 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.5 1.2 5.5 69.7 75.0 81.7 81.7 18.3 18.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 3 4 4 29 30 35 35 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF FUTURES ONLY POSITIONS AS OF 08/11/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 121,945 COMMITMENTS 7,915 770 7,935 88,325 95,455 104,175 104,160 17,770 17,785 CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -925) 265 -95 -260 -1,445 -1,070 -1,440 -1,425 515 500 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.5 0.6 6.5 72.4 78.3 85.4 85.4 14.6 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 2 3 26 27 30 31
Updated August 14, 2020